UET5.DE vs. SPMO
UET5.DE (UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist) and SPMO (Invesco S&P 500 Momentum ETF) are both exchange-traded funds - UET5.DE is a Europe Equities fund tracking the EURO STOXX® 50 ESG, while SPMO is a Momentum fund tracking the S&P 500 Momentum Index. Both are passively managed. Over the past 5 years, UET5.DE returned 13.80%/yr vs 25.07%/yr for SPMO. At a 0.34 correlation, their price movements are largely independent. UET5.DE charges 0.10%/yr vs 0.13%/yr for SPMO.
Performance
UET5.DE vs. SPMO - Performance Comparison
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Different Trading Currencies
UET5.DE is traded in EUR, while SPMO is traded in USD. To make them comparable, the SPMO values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, UET5.DE achieves a 8.56% return, which is significantly lower than SPMO's 29.91% return.
UET5.DE
- 1D
- 0.78%
- 1M
- 5.24%
- YTD
- 8.56%
- 6M
- 10.23%
- 1Y
- 19.15%
- 3Y*
- 18.86%
- 5Y*
- 13.80%
- 10Y*
- —
SPMO
- 1D
- -1.59%
- 1M
- 11.58%
- YTD
- 29.91%
- 6M
- 27.84%
- 1Y
- 41.51%
- 3Y*
- 38.49%
- 5Y*
- 25.07%
- 10Y*
- 20.51%
UET5.DE vs. SPMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
UET5.DE UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist | 8.56% | 25.92% | 12.78% | 25.36% | -9.35% | 26.94% | 0.18% | 15.08% |
SPMO Invesco S&P 500 Momentum ETF | 29.91% | 11.56% | 55.44% | 14.03% | -4.90% | 31.82% | 17.68% | 5.67% |
Correlation
The correlation between UET5.DE and SPMO is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2019 | 0.34 |
The correlation between UET5.DE and SPMO shifts across timeframes, from 0.31 (3 years) to 0.44 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
UET5.DE vs. SPMO — Risk / Return Rank
UET5.DE
SPMO
UET5.DE vs. SPMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.DE) and Invesco S&P 500 Momentum ETF (SPMO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| UET5.DE | SPMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.23 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.41 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 3.59 | -1.97 |
| Martin ratioReturn relative to average drawdown | 5.64 | 11.70 | -6.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UET5.DE | SPMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 2.35 | -1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 1.29 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.99 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.96 | -0.21 |
Drawdowns
UET5.DE vs. SPMO - Drawdown Comparison
The maximum UET5.DE drawdown since its inception was -37.03%, which is greater than SPMO's maximum drawdown of -32.02%. Use the drawdown chart below to compare losses from any high point for UET5.DE and SPMO.
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Drawdown Indicators
| UET5.DE | SPMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.03% | -32.02% | -5.01% |
Max Drawdown (1Y)Largest decline over 1 year | -11.81% | -11.63% | -0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -15.56% | -25.02% | +9.46% |
Max Drawdown (5Y)Largest decline over 5 years | -23.13% | -25.02% | +1.89% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.02% | — |
Current DrawdownCurrent decline from peak | -0.35% | -1.59% | +1.24% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -4.51% | -0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 3.56% | -0.17% |
Volatility
UET5.DE vs. SPMO - Volatility Comparison
The current volatility for UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.DE) is 5.06%, while Invesco S&P 500 Momentum ETF (SPMO) has a volatility of 6.79%. This indicates that UET5.DE experiences smaller price fluctuations and is considered to be less risky than SPMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UET5.DE | SPMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.06% | 6.79% | -1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 13.82% | 13.70% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.97% | 17.73% | -0.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.27% | 19.48% | -2.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.69% | 20.88% | -1.19% |
UET5.DE vs. SPMO - Expense Ratio Comparison
UET5.DE has a 0.10% expense ratio, which is lower than SPMO's 0.13% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
UET5.DE vs. SPMO - Dividend Comparison
UET5.DE's dividend yield for the trailing twelve months is around 2.92%, more than SPMO's 0.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPMO Invesco S&P 500 Momentum ETF | 0.66% | 0.73% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
UET5.DE UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist | 2.92% | 2.15% | 3.28% | 2.96% | 3.06% | 1.90% | 1.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
UET5.DE and SPMO have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UET5.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UET5.DE is cheaper with a 0.10% expense ratio, compared with 0.13% for SPMO.
UET5.DE is categorized as Europe Equities, while SPMO is Momentum. UET5.DE tracks EURO STOXX® 50 ESG, while SPMO tracks S&P 500 Momentum Index. They also come from different issuers: UBS and Invesco. Their fees differ too: 0.10% for UET5.DE and 0.13% for SPMO.
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